CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0301 |
-0.0007 |
-0.1% |
1.0326 |
| High |
1.0317 |
1.0309 |
-0.0008 |
-0.1% |
1.0365 |
| Low |
1.0269 |
1.0269 |
0.0000 |
0.0% |
1.0258 |
| Close |
1.0301 |
1.0276 |
-0.0025 |
-0.2% |
1.0301 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0107 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
20,919 |
19,659 |
-1,260 |
-6.0% |
86,892 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0380 |
1.0298 |
|
| R3 |
1.0365 |
1.0340 |
1.0287 |
|
| R2 |
1.0325 |
1.0325 |
1.0283 |
|
| R1 |
1.0300 |
1.0300 |
1.0280 |
1.0293 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0281 |
| S1 |
1.0260 |
1.0260 |
1.0272 |
1.0253 |
| S2 |
1.0245 |
1.0245 |
1.0269 |
|
| S3 |
1.0205 |
1.0220 |
1.0265 |
|
| S4 |
1.0165 |
1.0180 |
1.0254 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0572 |
1.0360 |
|
| R3 |
1.0522 |
1.0465 |
1.0330 |
|
| R2 |
1.0415 |
1.0415 |
1.0321 |
|
| R1 |
1.0358 |
1.0358 |
1.0311 |
1.0333 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0296 |
| S1 |
1.0251 |
1.0251 |
1.0291 |
1.0226 |
| S2 |
1.0201 |
1.0201 |
1.0281 |
|
| S3 |
1.0094 |
1.0144 |
1.0272 |
|
| S4 |
0.9987 |
1.0037 |
1.0242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0258 |
0.0107 |
1.0% |
0.0056 |
0.5% |
17% |
False |
False |
21,310 |
| 10 |
1.0365 |
1.0159 |
0.0206 |
2.0% |
0.0055 |
0.5% |
57% |
False |
False |
18,068 |
| 20 |
1.0365 |
1.0103 |
0.0262 |
2.5% |
0.0057 |
0.6% |
66% |
False |
False |
21,555 |
| 40 |
1.0365 |
1.0076 |
0.0289 |
2.8% |
0.0061 |
0.6% |
69% |
False |
False |
11,124 |
| 60 |
1.0411 |
1.0062 |
0.0349 |
3.4% |
0.0061 |
0.6% |
61% |
False |
False |
7,422 |
| 80 |
1.0563 |
1.0062 |
0.0501 |
4.9% |
0.0060 |
0.6% |
43% |
False |
False |
5,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0414 |
|
1.618 |
1.0374 |
|
1.000 |
1.0349 |
|
0.618 |
1.0334 |
|
HIGH |
1.0309 |
|
0.618 |
1.0294 |
|
0.500 |
1.0289 |
|
0.382 |
1.0284 |
|
LOW |
1.0269 |
|
0.618 |
1.0244 |
|
1.000 |
1.0229 |
|
1.618 |
1.0204 |
|
2.618 |
1.0164 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0295 |
| PP |
1.0285 |
1.0289 |
| S1 |
1.0280 |
1.0282 |
|